Determining what constitutes protective immunity to TB is critical for the development of improved diagnostics and vaccines. The comparison of the immune system between contacts of TB patients, who later develop TB disease (progressors), versus contacts who remain healthy (non-progressors), allows for identification of predictive markers of TB disease. This study provides the first comprehensive analysis of the immune system of progressors and non-progressors using a well-characterised TB case-contact (TBCC) platform in The Gambia, West Africa. 22 progressors and 31 non-progressors were analysed at recruitment, 3 months and 18 months (time to progression: median[IQR] of 507[187–714] days). Immunophenotyping of PBMC, plasma cytokine levels and RT-MLPA analysis of whole blood-derived RNA was performed to capture key immune system parameters. At recruitment, progressors had lower PBMC proportions of CD4+ T cells, NKT cells and B cells relative to non-progressors. Analysis of the plasma showed higher levels of IL-18 in progressors compared to non-progressors and analysis of the RNA showed significantly lower gene expression of Bcl2 but higher CCR7 in progressors compared to non-progressors. This study shows several markers that may predict the onset of active TB at a very early stage after infection. Once these markers have been validated in larger studies, they provide avenues to prospectively identify people at risk of developing TB, a key issue in the testing of new TB vaccines.